Interest Income Report

Owned by Former user (Deleted)
Oct 27, 2016
2 min read

The Interest Income report shows the accrued income of fixed income and swap securities for the positions held by an entity for a given date or date range. The reported accrual income is classified as interest accrual, amortization, OID income, and TIPS income. The report does not return income accrued by interest-only securities or the accrual income associated with interest rate caps and collars.

Grid and advanced report views available for this report include:

  • Interest Income. This view displays interest accruals and TIP income activity.
  • Amortization and OID. This view displays amortization and OID activity.
  • Swap Income. This view displays income activity for contracts and legs of swaps.

To create the Interest Income report:

  1. From the Accounting Center window, click Reporting in the left navigation.
  2. Double click Investment Accounting, Income, and Interest Income.
    You see the Interest Income panel.
  3. Complete the fields on the Interest Income panel.
  4. Click Submit and then click Advanced Report or Classic Grid Report.
    The report results appear on your desktop for the view selected.

Interest Income Panel Options

A definition of the options on the Interest Income panel follows.

Search Criteria

  • Entity ID. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
  • Entity Name. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
  • Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
  • Detail Selection. Specifies the level of the holdings.
    Options include:
    –  Position Level (Default)
    –  Lot level
  • Report Type. Specifies the type of date for controlling your report results.
    Options include:
    –  Accounting Date (Default)
    –  Month End Date
  • Report Period. Specifies the time period, date range, or particular date for your report. The time period may be entity specific or security specific, such as fiscal year.
    Options include:
    –  Daily Activity
    –  Date Range
    –  Fiscal Year to Date (Default)
    –  Life to Date
    –  Calendar Year to Date
    –  Month to Date
    –  Inception to Date
  • Report Start Date. Specifies the start date for your report results. To use this option, you must select Date Range as your report period.
  • Report End Date. Specifies the ending date for your report results. The default is today's date.

Selection Criteria

  • Report Filters. Allows you to show/hide additional report and security filters, including state-wise income reporting. The default is No.
  • Advanced Report Options. Allows you to show/hide advanced report, group, sort, and format options. The default is No.
  • Filter Security By. Allows you to show/hide additional report filters.
    Options include:
    –  Security Cross Reference (Default). If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry.
    –  Issue Name. If you select this option, the panel unhides the Issue Name field for data entry.
    –  Primary Asset ID. If you select this option, the panel unhides the Primary Asset ID field for data entry.
  • Other Filters. You can filter results using other filters.
    Options include:
    –  Asset Currency
    –  Long Short
    –  Investment Type
    –  Security Type
    –  Processing Security Type
    –  State-wise Income Reporting (Default is No)